The sixteenth release of the qlcal package arrivied at CRAN today, once again following the QuantLib 1.39 release this morning.
qlcal delivers the calendaring parts of QuantLib. It is provided (for the R package) as a set of included files, so the package is self-contained and does not depend on an external QuantLib library (which can be demanding to build). qlcal covers over sixty country / market calendars and can compute holiday lists, its complement (i.e. business day lists) and much more. Examples are in the README at the repository, the package page, and course at the CRAN package page.
This releases mainly synchronizes qlcal with the QuantLib release 1.39.
Changes in version 0.0.16 (2025-07-23)
Synchronized with QuantLib 1.39 released today
Calendar updates for Israel, minor utility functions update
Minor package maintenance updates
Courtesy of my CRANberries, there is a diffstat report for this release. See the project page and package documentation for more details, and more examples.
This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. If you like this or other open-source work I do, you can sponsor me at GitHub.